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I did some digging on the web for some info on Optimal F. Using Infoseek, I
was sent to a website (which I am not endorsing in any way) where you can
download a demo that will calculate your Optimal F and Probability of Ruin
using your actual trades as inputs (as well as other parameters you can
define). This demo was based on an article written in the Sep. 1995 issue of
Futures Mag. It's about 1.6-1.7 megs zipped.
www.moneysoftware.com/balance.html
Now, regarding Optimal F, if you have a high percentage, does that mean that
your system is stable enough so that you can risk more on each trade? Or
does Optimal F has nothing to do with the stability of a system's return? Is
there a way to calculate the stability of a systems' return? Any
books/articles/ideas on who this can be accomplished?
Any comments regarding this would be helpful. Thank you, in advance.
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